Ranking based variable selection for censored data using AFT models
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Cites work
- Brownian distance covariance
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Correction to: ``Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- High Dimensional Variable Selection via Tilting
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- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- On dealing with censored largest observations under weighted least squares
- On the performance of adaptive preprocessing technique in analyzing high-dimensional censored data
- Ranking-based variable selection for high-dimensional data
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Stability selection for Lasso, ridge and elastic net implemented with AFT models
- Stability selection. With discussion and authors' reply
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Dantzig Selector in Cox's Proportional Hazards Model
- Variable selection for censored data using modified correlation adjusted correlation (MCAR) scores
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for survival data with a class of adaptive elastic net techniques
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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